If I have a query like:
Select EmployeeId From Employee Where EmployeeTypeId IN (1,2,3)
and I have an index on the EmployeeTypeId>
EmployeeTypeId>
Usually it would, unless the IN clause covers too much of the table, and then it will do a table scan. Best way to find out in your specific case would be to run it in the query analyzer, and check out the execution plan.